D-vine copula based quantile regression
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Publication:112600
DOI10.1016/j.csda.2016.12.009zbMath1466.62118arXiv1510.04161OpenAlexW2963318064MaRDI QIDQ112600
Daniel Kraus, Claudia Czado, Claudia Czado, Daniel Kraus
Publication date: June 2017
Published in: Computational Statistics & Data Analysis, Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1510.04161
Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08) Applications of statistics to actuarial sciences and financial mathematics (62P05) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
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